{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2023,9,10]],"date-time":"2023-09-10T16:32:25Z","timestamp":1694363545711},"reference-count":13,"publisher":"Society for Industrial & Applied Mathematics (SIAM)","issue":"3","funder":[{"DOI":"10.13039\/100000086","name":"Directorate for Mathematical and Physical Sciences","doi-asserted-by":"publisher","award":["DMS-1409434"],"award-info":[{"award-number":["DMS-1409434"]}],"id":[{"id":"10.13039\/100000086","id-type":"DOI","asserted-by":"publisher"}]}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["SIAM J. Control Optim."],"published-print":{"date-parts":[[2017,1]]},"DOI":"10.1137\/16m1066762","type":"journal-article","created":{"date-parts":[[2017,6,22]],"date-time":"2017-06-22T16:00:12Z","timestamp":1498147212000},"page":"1990-2023","source":"Crossref","is-referenced-by-count":17,"title":["Asymptotic Optimal Strategy for Portfolio Optimization in a Slowly Varying Stochastic Environment"],"prefix":"10.1137","volume":"55","author":[{"given":"Jean-Pierre","family":"Fouque","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Ruimeng","family":"Hu","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"351","reference":[{"key":"atypb1","doi-asserted-by":"publisher","DOI":"10.1007\/s00780-006-0011-7"},{"key":"atypb2","doi-asserted-by":"publisher","DOI":"10.1093\/rfs\/hhi035"},{"key":"atypb3","doi-asserted-by":"publisher","DOI":"10.1016\/0022-0531(89)90067-7"},{"key":"atypb4","first-page":"35","volume":"65","author":"Cvitanic J.","year":"1995","journal-title":"constraints, IMA"},{"key":"atypb5","doi-asserted-by":"publisher","DOI":"10.1007\/s00780-008-0066-8"},{"key":"atypb8","doi-asserted-by":"publisher","DOI":"10.1111\/j.1467-9965.1993.tb00044.x"},{"key":"atypb9","first-page":"169","author":"Guasoni P.","year":"2013","journal-title":"New York"},{"key":"atypb13","doi-asserted-by":"publisher","DOI":"10.1137\/0325086"},{"key":"atypb15","doi-asserted-by":"publisher","DOI":"10.1214\/aoap\/1069786508"},{"key":"atypb16","doi-asserted-by":"publisher","DOI":"10.1016\/0022-0531(76)90018-1"},{"key":"atypb17","doi-asserted-by":"publisher","DOI":"10.2307\/1926560"},{"key":"atypb18","doi-asserted-by":"publisher","DOI":"10.1016\/0022-0531(71)90038-X"},{"key":"atypb20","doi-asserted-by":"publisher","DOI":"10.1007\/s001860050098"}],"container-title":["SIAM Journal on Control and Optimization"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/epubs.siam.org\/doi\/pdf\/10.1137\/16M1066762","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2018,11,21]],"date-time":"2018-11-21T16:39:04Z","timestamp":1542818344000},"score":1,"resource":{"primary":{"URL":"https:\/\/epubs.siam.org\/doi\/10.1137\/16M1066762"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2017,1]]},"references-count":13,"journal-issue":{"issue":"3","published-print":{"date-parts":[[2017,1]]}},"alternative-id":["10.1137\/16M1066762"],"URL":"https:\/\/doi.org\/10.1137\/16m1066762","relation":{},"ISSN":["0363-0129","1095-7138"],"issn-type":[{"value":"0363-0129","type":"print"},{"value":"1095-7138","type":"electronic"}],"subject":[],"published":{"date-parts":[[2017,1]]}}}